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Old 10-31-2019, 12:16 PM
bigdork bigdork is offline
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Default Graduation techniques

Last year the SOA published a paper about statistical mortality graduation. It's a good paper, but I'd like a little more. Are there any definitive books out there that discuss both parametric and non-parametric graduation techniques? If they include examples using R, even better. I like the idea of using MLE, if possible, to determine the parameters of a parametric model since it inherently addresses the issue of credibility.

Thank you in advance!
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Old 11-01-2019, 07:07 AM
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campbell campbell is offline
Mary Pat Campbell
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Just for later reference: (this is just what you're talking about, not a new resource)

https://www.soa.org/resources/tables...rt-graduation/

Quote:
A Practitioner’s Guide to Statistical Mortality Graduation

This practical guide provides actuaries who develop tables from experience data with a statistical modeling framework that can be used as an alternative to traditional graduation techniques. The report demonstrates the concepts and techniques using the pension mortality data underlying a recent Canadian industry study. In addition, an ‘R file’ with sample R code that essentially produces the modelling and graphing found in the report is provided for users who would like to further explore these concepts and techniques.

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